Detecting level shifts in time series: misspecification and a proposed solution

Nathan Balke

No 9109, Working Papers from Federal Reserve Bank of Dallas

Pages: 46 pages
Date: 1991
Note: Published as: Balke, Nathan S. (1993), "Detecting Level Shifts in Time Series," Journal of Business and Economic Statistics 11 (1): 81-92.
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.dallasfed.org/~/media/documents/research/papers/1991/wp9109.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:feddwp:9109

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers from Federal Reserve Bank of Dallas Contact information at EDIRC.
Bibliographic data for series maintained by Amy Chapman ().